internal UsableMarginPrice GetRefPriceForUsableMargin(Guid instrumentId, Guid accountId, DateTime tradeDay)
{
lock (_mutex)
{
DataRow data = DBRepository.Default.GetRefPriceForUsableMargin(instrumentId, accountId, tradeDay);
Price privateBid = PriceHelper.CreatePrice(data.GetColumn <string>("Bid_Private"), instrumentId, tradeDay);
Price privateAsk = PriceHelper.CreatePrice(data.GetColumn <string>("Ask_Private"), instrumentId, tradeDay);
Price publicBid = PriceHelper.CreatePrice(data.GetColumn <string>("Bid_Public"), instrumentId, tradeDay);
Price publicAsk = PriceHelper.CreatePrice(data.GetColumn <string>("Ask_Public"), instrumentId, tradeDay);
return(new UsableMarginPrice(privateBid, privateAsk, publicBid, publicAsk));
}
}
internal virtual void FillOrderCommonData(Protocal.OrderCommonData orderData, Guid instrumentId, DateTime?tradeDay = null)
{
this.Id = orderData.Id;
this.TradeOption = orderData.TradeOption;
this.IsOpen = orderData.IsOpen;
this.IsBuy = orderData.IsBuy;
this.SetPrice = PriceHelper.CreatePrice(orderData.SetPrice, instrumentId, tradeDay);
this.SetPrice2 = PriceHelper.CreatePrice(orderData.SetPrice2, instrumentId, tradeDay);
this.SetPriceMaxMovePips = orderData.SetPriceMaxMovePips;
this.DQMaxMove = orderData.DQMaxMove;
this.Lot = orderData.Lot;
this.OriginalLot = orderData.OriginalLot != null ? orderData.OriginalLot.Value : orderData.Lot;
this.LotBalance = this.Lot;
}
private void ParseCommon(Commands.AddCommunicationCommandBase command)
{
var constructParams = command.ConstructParams;
var bookData = (Protocal.OrderBookData)command.OrderData;
constructParams.FillOrderCommonData(bookData, command.InstrumentId, command.TradeDay);
constructParams.Code = command.GenerateOrderCode();
constructParams.BlotterCode = base.ParseBlotterCode(command);
constructParams.ExecutePrice = PriceHelper.CreatePrice(bookData.ExecutePrice, command.InstrumentId, command.TradeDay);
constructParams.OrderBatchInstructionID = bookData.OrderBatchInstructionID;
constructParams.OriginCode = bookData.OrginCode;
if (!bookData.IsOpen)
{
this.ValidateForCloseOrder(bookData, constructParams);
}
}
internal static void ParseForGeneral(this OrderConstructParams constructParams, IDBRow dataRowOrder, Guid instrumentId, Guid accountId, DateTime?tradeDay)
{
constructParams.Id = (Guid)dataRowOrder["ID"];
if (dataRowOrder["Code"] != DBNull.Value)
{
constructParams.Code = (string)dataRowOrder["Code"];
}
constructParams.BlotterCode = dataRowOrder["BlotterCode"] == DBNull.Value ? null : (string)dataRowOrder["BlotterCode"];
constructParams.Phase = (OrderPhase)(byte)dataRowOrder["Phase"];
constructParams.TradeOption = (TradeOption)(byte)dataRowOrder["TradeOption"];
constructParams.IsOpen = (bool)dataRowOrder["IsOpen"];
constructParams.IsBuy = (bool)dataRowOrder["IsBuy"];
if (dataRowOrder["SetPrice"] != DBNull.Value)
{
constructParams.SetPrice = PriceHelper.CreatePrice((string)dataRowOrder["SetPrice"], instrumentId, tradeDay);
}
if (dataRowOrder["ExecutePrice"] != DBNull.Value)
{
constructParams.ExecutePrice = PriceHelper.CreatePrice((string)dataRowOrder["ExecutePrice"], instrumentId, tradeDay);
}
if (dataRowOrder["SetPriceMaxMovePips"] != DBNull.Value)
{
constructParams.SetPriceMaxMovePips = (int)dataRowOrder["SetPriceMaxMovePips"];
}
if (dataRowOrder["DQMaxMove"] != DBNull.Value)
{
constructParams.DQMaxMove = (int)dataRowOrder["DQMaxMove"];
}
constructParams.Lot = (decimal)dataRowOrder["Lot"];
constructParams.OriginalLot = (decimal)dataRowOrder["OriginalLot"];
constructParams.LotBalance = (decimal)dataRowOrder["LotBalance"];
constructParams.InterestPerLot = dataRowOrder.GetColumn <decimal>("InterestPerLot");
constructParams.StoragePerLot = dataRowOrder.GetColumn <decimal>("StoragePerLot");
constructParams.HitCount = (short)dataRowOrder["HitCount"];
if (dataRowOrder["InterestValueDate"] != DBNull.Value)
{
constructParams.InterestValueDate = (DateTime)dataRowOrder["InterestValueDate"];
}
if (constructParams.HitCount != 0 && dataRowOrder["BestPrice"] != DBNull.Value)
{
constructParams.BestPrice = PriceHelper.CreatePrice((string)dataRowOrder["BestPrice"], instrumentId, tradeDay);
}
if (constructParams.HitCount != 0 && dataRowOrder["BestTime"] != DBNull.Value)
{
constructParams.BestTime = (DateTime)dataRowOrder["BestTime"];
}
if (dataRowOrder["EstimateCloseCommission"] != DBNull.Value)
{
constructParams.EstimateCloseCommission = (decimal)dataRowOrder["EstimateCloseCommission"];
}
if (dataRowOrder["EstimateCloseLevy"] != DBNull.Value)
{
constructParams.EstimateCloseLevy = (decimal)dataRowOrder["EstimateCloseLevy"];
}
}
